Conduct a two-sample t-test at a 1% level of significance to find out if the mean U.S. stock return significantly outperforms the mean US bond return using the monthly data covering the sample period 1980-2020. Draw your conclusion by both the P value method and the Critical Value Method. Use t-test: Two sample Assuming unequal variances in Excel to obtain the Excel printout. data attached - confirmed data is correct

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Conduct a two-sample t-test at a 1% level of significance to find out if the mean U.S. stock return significantly outperforms the mean US bond return using the monthly data covering the sample period 1980-2020. Draw your conclusion by both the P value method and the Critical Value Method. Use t-test: Two sample Assuming unequal variances in Excel to obtain the Excel printout.

data attached - confirmed data is correct 

t-Test: Two-Sample Assuming Unequal Variances
Mean
Variance
Observations
Hypothesized Mean Difference
df
t Stat
P(T<=t) one-tail
t Critical one-tail
P(T<=t) two-tail
It Critical two-tail
RSUS
RBUS
1.030852397 0.693551242
19.0559748 3.741480935
491
0
675
1.565364148
0.058983108
2.331885004
0.117966217
2.583132508
491
Transcribed Image Text:t-Test: Two-Sample Assuming Unequal Variances Mean Variance Observations Hypothesized Mean Difference df t Stat P(T<=t) one-tail t Critical one-tail P(T<=t) two-tail It Critical two-tail RSUS RBUS 1.030852397 0.693551242 19.0559748 3.741480935 491 0 675 1.565364148 0.058983108 2.331885004 0.117966217 2.583132508 491
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